sb. What are the M² measures for Miranda and the S&P 500? (Do not round intermediate calculations. Round your answerto 2 decimal places.)M 2 measure for Mirandac. What is the Treynor's measure for the Miranda Fund and the S&P 500? (Do not round intermediate calculations.Negative amount should be indicated by a minus sign. Round your answers to 4 decimal places.)Treynor measure for the Miranda FundTreynor measure for the S&P 50034.30 %Jensen measure for the Miranda Fund0.0745(0.2450)d. What is the Jensen measure for the Miranda Fund? (Do not round intermediate calculations. Round your answer to 2decimal places.)35.20 % Kelli Blakely is a portfolio manager for the Miranda Fund, a core large-cap equity fund. The benchmark for performancemeasurement purposes is the S&P 500. Although the Miranda portfolio generally mirrors the asset class and sectorweightings of the S&P, Blakely is allowed a significant amount of leeway in managing the fund.Blakely was able to produce exceptional returns last year (as outlined in the table below) through her market timing andsecurity selection skills. At the outset of the year, she became extremely concerned that the combination of a weakeconomy and geopolitical uncertainties would negatively impact the market. Taking a bold step, she changed her marketallocation. For the entire year her asset class exposures averaged 50% in stocks and 50% in cash. The S&P's allocationbetween stocks and cash during the period was a constant 97% and 3%, respectively. The risk-free rate of return was 2%.One-Year Trailing ReturnsMirandaFund10.2%37%ReturnStandard deviationBeta1.10Sharpe ratio for the Miranda FundSharpe ratio for the S&P 500S&P 500-22.5%44%1.00Required:a. What are the Sharpe ratios for the Miranda Fund and the S&P 500? (Do not round intermediate calculations. Negativeamount should be indicated by a minus sign. Round your answers to 4 decimal places.)+0.22160.5568

Miranda FundS&P 500Return10.2%-22.50%Standard deviation37%44%Beta1.101.00Risk-free rate2%

b. What are the M2 measures for Miranda and the S&P 500? (Do not round intermediate calculations. Round your answer to 2 decimal places.) M 2 measure for Miranda 34.30 % c. What is the Treynor's measure for the Miranda Fund and the S&P 500? (Do not round intermediate calculations. Negative amount should be indicated by a minus sign. Round your answers to 4 decimal places.)

b. What are the M2 measures for Miranda and the S&P 500? (Do not round intermediate calculations. Round your answer to 2 decimal places.) M 2 measure for Miranda 34.30 % c. What is the Treynor's measure for the Miranda Fund and the S&P 500? (Do not round intermediate calculations. Negative amount should be indicated by a minus sign. Round your answers to 4 decimal places.)

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

See similar textbooks

Similar questions

Solve it using formulas, no tables correct answers: i) i^2 0.059126 > 0.0341 iii) P(wd) £73.34 per £100 nominal iv) using i* > 6% pa --> NPV(6%)= 2.78020 and NPV(6.5%) = 1.59578 therefore i= 6.32% pa and f=2.5% --> i'= 3.72% pa A fixed interest security pays coupons of 5% per annum convertible half-yearly in arrears. The security is redeemable at 110% at the option of the borrower on any anniversary date between 15 and 25 years after the date of issue. An investor, who is liable to tax on income at a rate of 25% and on capital gains at a rate of 30%, intends to buy the product exactly two months after issue for a price that gives a net effective yield of at least 6% per annum. (i) Determine whether the investor would make a capital gain if the bond is held until redemption. (ii) In what way does your answer to part (i) affect the assumptions made for calculating the issue price? Explain in general terms the reasoning behind your chosen pricing approach. (iii) Calculate the maximum…
Entries for Stock Investments, Dividends, and Sale of Stock Seamus Industries Inc. buys and sells investments as part of its ongoing cash management. The following investment transactions were completed during the year: Feb. 24 Acquired 400 shares of Tett Co.'s stock for $105 per share plus a $148 brokerage commission. May 16 Acquired 1,600 shares of Issacson Co.'s stock for $26 per share plus a $80 commission. July 14 Sold 200 shares of Tett Co. stock for $117 per share less a $76 brokerage commission. Aug. 12 Sold 600 shares of Issacson Co. stock for $21 per share less a $65 brokerage commission. Oct. 31 Received dividends of $0.24 per share on Tett Co, stock. Dec. 31 At the end of the accounting period, the fair value of the remaining 200 shares of Tett Co.'s stock was $105.57 per share. The fair value of the remaining 1,000 shares of Isaacson Co.'s stock was equal to its cost of $26.05 per share. Journalize the entries for these transactions. In your computations, round per share…
Choose the correct letter of answer: Company D's current assets and current liabilities are P200,000.00 and P140,000.00 respectively. How much additional funds can it borrow from banks for short term, without reducing the current ratio below 1.33? a. P13,800.00b. P86,200.00c. P52,612.00d. P35,870.00e. P41,818.00
Question: Prepare the journal entry to replenish the fund. (Credit account titles are automatically indented when the amount is entered. Do not indent manually. If no entry is required, select "No Entry" for the account titles and enter O for the amounts. Round answers to 2 decimal places, eg. 52.75. List all debit entries before credit entries.) VIEW POLIES Show Attempt History Current Attempt in Progress Sunland Airline needs to send one of its employees to Nunavut for three weeks to perform some repairs on some aircraft it owns. Some of the payments to be made for the supplies needed on the assignment will be paid from a petty cash fund. Sunland issued a cheque in the amount of $800.00 to establish the fund. After a few days at the assignment, the nployee returned the following receipts along with a report that the fund had $69.20 left in cash. Receipt Amount Description 1 $26.85 Taxi ride from airport to job site 43.50 FedEx charges for delivering plane parts 35.60 4 74.05 5 355.30…
Please help me with show all calculation thanku
What is the present value of $3,000 to be received 2 years from now, if the discount rate is: (a) 9%, (b) 13%, and (c) 25%? 1. Use the appropriate table (Appendix C: Table 1) to answer the above questions. 2. Use the formula shown at the bottom of Appendix C, Table 1, to answer the above questions. Complete this question by entering your answers in the tabs below. Required 1 Required 2 Use the appropriate table (Appendix C: Table 1) to answer the above questions. (Round your answers to the nearest whole dollar amount.) (a) (b) (c) Discount Rate 9% 13% 25% $ GAGA $ X Answer is complete but not entirely correct. $ Present Values 1 x 1 x 1 x
Subject - account Please help me. Thankyou.
Rahul
How to calculate out the answer to $1,011,982?
Complete the table for the last three payments. (Do not round until the final answer. Then round to the nearest cent as needed.) Payment Number Amount Paid Interest Paid Principal Repaid Outstanding Principal Balance 30 31 32 $0 Total Paid = $ (Do not round until the final answer. Then round to the nearest cent as needed.) Interest Paid = S (Do not round until the final answer. Then round to the nearest cent as needed.)
for part b, you entered the figure £45.17... as the D0. where did you get this figure from as its nowhere else in your working out?
23. In a certain Lottery, yyou pay $5 and pick a number from 000 to 999. if your number comes up, you win $1000, which is a profit of $995. If you lose, you lose $5. Your probability of winning is o.001. Let x be the| profit. what is the expected value of your profit? a. $995 b. $0 c. -$4 d. $495 e. $990

SEE MORE QUESTIONS

Recommended textbooks for you

Essentials Of Investments

Finance

ISBN:

9781260013924

Author:

Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:

Mcgraw-hill Education,

FUNDAMENTALS OF CORPORATE FINANCE

Finance

ISBN:

9781260013962

Author:

BREALEY

Publisher:

RENT MCG

Financial Management: Theory & Practice

Finance

ISBN:

9781337909730

Author:

Brigham

Publisher:

Cengage

Foundations Of Finance

Finance

ISBN:

9780134897264

Author:

KEOWN, Arthur J., Martin, John D., PETTY, J. William

Publisher:

Pearson,

Fundamentals of Financial Management (MindTap Cou…

Finance

ISBN:

9781337395250

Author:

Eugene F. Brigham, Joel F. Houston

Publisher:

Cengage Learning

Corporate Finance (The Mcgraw-hill/Irwin Series i…

Finance

ISBN:

9780077861759

Author:

Stephen A. Ross Franco Modigliani Professor of Financial Economics Professor, Randolph W Westerfield Robert R. Dockson Deans Chair in Bus. Admin., Jeffrey Jaffe, Bradford D Jordan Professor

Publisher:

McGraw-Hill Education

Essentials Of Investments

Finance

ISBN:

9781260013924

Author:

Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:

Mcgraw-hill Education,

FUNDAMENTALS OF CORPORATE FINANCE

Finance

ISBN:

9781260013962

Author:

BREALEY

Publisher:

RENT MCG

Financial Management: Theory & Practice

Finance

ISBN:

9781337909730

Author:

Brigham

Publisher:

Cengage

Foundations Of Finance

Finance

ISBN:

9780134897264

Author:

KEOWN, Arthur J., Martin, John D., PETTY, J. William

Publisher:

Pearson,

Fundamentals of Financial Management (MindTap Cou…

Finance

ISBN:

9781337395250

Author:

Eugene F. Brigham, Joel F. Houston

Publisher:

Cengage Learning

Corporate Finance (The Mcgraw-hill/Irwin Series i…

Finance

ISBN:

9780077861759

Author:

Stephen A. Ross Franco Modigliani Professor of Financial Economics Professor, Randolph W Westerfield Robert R. Dockson Deans Chair in Bus. Admin., Jeffrey Jaffe, Bradford D Jordan Professor

Publisher:

McGraw-Hill Education

SEE MORE TEXTBOOKS